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Luise Eisfeld (TSE) “Entry and Acquisitions in Software Markets”

The Micro Seminar: Time: 12:15 pm - 13:30 pm Date: 26th of January 2023 Room 3001 Luise Eisfeld (TSE) "Entry and Acquisitions in Software Markets" Abstract : "How do acquisitions of young, innovative, venture capital-funded firms (startups) affect firms’ incentives to enter a market? I create a product-level dataset of enterprise software, and use textual […]

Sebastian Fleitas (University of Leuven) “Reclassification Risk in the Small Group Health Insurance Market”

The Micro Seminar: Time: 12:15 pm - 13:30 pm Date: 30th of January 2023 Room 3001 Sebastian Fleitas (University of Leuven) "Reclassification Risk in the Small Group Health Insurance Market" Abstract : "We evaluate reclassification risk in the small group health insurance market from a period before ACA community rating regulations. Reclassification risk in this […]

Rigas OIKONOMOU (Université Catholique de Louvain) “‘The Long and Short of Financing Government Spending”

The Macro Seminar: Time: 12:15 pm - 13:30 pm Date: 22th of May 2023 Room 3001 Rigas OIKONOMOU (Université Catholique de Louvain) "'The Long and Short of Financing Government Spending" Abstract : "This paper shows that debt-financed fiscal multipliers vary depending on the maturity of debt issued to finance spending. Utilizing state-dependent SVAR models and […]

Ivan SHCHAPOV (Ecole Polytechnique-CREST) “It is Taxing to be Coherent”

The Macro Seminar: Time: 12:15 pm - 13:30 pm Date: 12th of june 2023 Room 3001 Ivan SHCHAPOV (Ecole Polytechnique-CREST) "It is Taxing to be Coherent" Abstract : The presence of an occasionally binding constraint due to the zero lower bound (ZLB) in New Keynesian models generally gives rise to multiple equilibria under active monetary […]

Francisco RUGE-MURCIA (Mc Gill) “t.b.a.”

The Macro Seminar: Time: 12:15 pm - 13:30 pm Date: 02th of October 2023 Room 3001 Francisco RUGE-MURCIA (Mc Gill) "t.b.a." Abstract : t.b.a. Sponsors: Alessandro RIBONI (CREST)

Georgios ANGELIS (AMSE) “t.b.a.”

The Macro Seminar: Time: 12:15 pm - 13:30 pm Date: 09th of October 2023 Room 3001 Georgios ANGELIS (AMSE) "t.b.a." Abstract : t.b.a. Sponsors: Alessandro RIBONI (CREST)

WASMER Etienne (Sciences-Po)”t.b.a.”

Macro seminar Time : 12h15 - 13h30 Date : 16 Octobre 2023 Salle 3001 WASMER Etienne (Sciences-Po)"t.b.a." Abstract:  Julien PRAT (CREST)

PAPPADA Francesco (PSE) “t.b.a.”

Macro seminar Time : 12h15 - 13h30 Date : 06 Novembre 2023 Salle 3001 SAUMITRA Jha (Stanford GSB) "t.b.a." Abstract:  Alessandro RIBONI (CREST)

Paolo GIORGI (Amsterdam University) “Conditional score residuals and diagnostic analysis of serial dependence in time series models”

Finance & Financial Econometrics :  Time: 10.30 am Date: 09th of Novembre 2023 Room 3001 Paolo GIORGI (Amsterdam University) "Conditional score residuals and diagnostic analysis of serial dependence in time series models" Abstract : This paper introduces conditional score residuals and it provides a general framework for the diagnostic analysis of time series models. Conditional […]

Jordi LLORENS-TERRAZAS (UPF Barcelona) “An Oracle Inequality for Multivariate Dynamic Quantile Forecasting.”

Finance & Financial Econometrics :  Time: 10.30 am Date: 09th of Novembre 2023 Room 3001 Jordi LLORENS-TERRAZAS (UPF Barcelona) "An Oracle Inequality for Multivariate Dynamic Quantile Forecasting" Abstract : I derive an oracle inequality for a family of possibly misspecified multivariate conditional autoregressive quantile models. The family includes standard specifications for (nonlinear) quantile prediction proposed […]